+686.9%
SEI vs MOH
+207.1%
+479.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.0% | +3.1% | +4.9% |
| 7D | +22.6% | +1.7% | +20.9% | +22.4% |
| 30D | +9.1% | -0.9% | +10.0% | +9.1% |
| 3M | -11.3% | +5.7% | -17.0% | -11.9% |
| 6M | +22.0% | +39.1% | -17.1% | +18.4% |
| YTD | +47.3% | +17.7% | +29.6% | +43.6% |
| 1Y | +124.8% | +8.4% | +116.4% | +119.9% |
| 3Y | +591.3% | -36.6% | +627.8% | +587.4% |
| 5Y | +1,008.2% | -19.1% | +1,027.3% | +918.5% |
| All | +686.9% | +207.1% | +479.8% | +438.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MOH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling